College presents many challenges for students, and how students cope with these challenges can affect how well they fare academically and socially. First-generation college students (FGs: students whose parents do not have four-year degrees) face more social, academic, and financial challenges and have higher dropout rates than continuing-generation students (CGs: students with at least one parent with a four-year degree). Research has shown that when facing challenges in college, FGs are unlikely to seek university resources; however, it is not clear what FGs are doing in the face of challenge. This exploratory study uses a social and cultural-psychological lens to begin understanding how FGs respond to challenges in college. We presented 273 undergraduate students (70 FGs) with a series of vignettes describing academic, financial, and social challenges and asked students to predict how they would respond to each challenge. Initial analyses suggest that when faced with financial challenges, FGs were less likely than CGs to “seek resources they would need,” and when faced with academic and social challenges, FGs were more likely than CGs to seek social support, to distract themselves from thinking about the challenge, and to remove themselves from the situation. These findings suggest that FGs may struggle in particular when faced with financial challenges, as they do not seek the resources they need to overcome this type of challenge, perhaps because they do not have access to many financial resources. When facing academic or social challenges, rather than turning to the university, FGs may seek social support outside of the university or disengage from these situations altogether. Given that FGs tend to struggle more in college than CGs do, this research has implications for understanding how to help future FGs deal with challenges in the university.